WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 213,540
COMMITMENTS
42,429 40,255 19,717 120,593 114,873 182,739 174,845 30,801 38,695
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -11,668)
-13,215 -5,866 204 -2,487 -10,100 -15,498 -15,762 3,830 4,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 18.9 9.2 56.5 53.8 85.6 81.9 14.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
58 68 53 45 51 141 145
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 225,208
COMMITMENTS
55,644 46,121 19,513 123,080 124,973 198,237 190,607 26,971 34,601
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,049)
-6,233 27 1,096 2,730 -1,124 -2,407 -1 358 -2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 20.5 8.7 54.7 55.5 88.0 84.6 12.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
72 71 50 37 53 148 145
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 678,519
COMMITMENTS
107,584 93,084 44,526 408,035 330,125 560,145 467,735 118,374 210,784
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11,034)
-6,670 12,627 9,879 3,943 -19,107 7,152 3,399 3,882 7,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 13.7 6.6 60.1 48.7 82.6 68.9 17.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
124 79 82 173 191 337 327
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 667,485
COMMITMENTS
114,254 80,457 34,647 404,092 349,232 552,993 464,336 114,492 203,149
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -9,094)
-5,667 9,554 -1,087 -1,651 -14,827 -8,405 -6,360 -689 -2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 12.1 5.2 60.5 52.3 82.8 69.6 17.2 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
132 67 76 178 193 346 313
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,727
COMMITMENTS
2,692 131 27 783 6,392 3,502 6,550 4,225 1,177
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 283)
245 -666 -29 -54 1,152 162 457 121 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 1.7 0.3 10.1 82.7 45.3 84.8 54.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 2 3 8 16 23 19
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,444
COMMITMENTS
2,447 797 56 837 5,240 3,340 6,093 4,104 1,351
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 281)
202 15 52 -102 251 152 318 129 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 10.7 0.8 11.2 70.4 44.9 81.9 55.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 6 4 7 16 22 24
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,916
COMMITMENTS
52,451 43,780 24,322 157,699 123,439 234,472 191,541 47,444 90,375
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -16,054)
-5,752 -306 1,495 -9,352 -13,074 -13,609 -11,885 -2,445 -4,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 15.5 8.6 55.9 43.8 83.2 67.9 16.8 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
100 106 90 85 105 249 253
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,970
COMMITMENTS
58,203 44,086 22,827 167,051 136,513 248,081 203,426 49,889 94,544
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,288)
-7,493 -3,968 1,160 -1,553 -2,648 -7,886 -5,456 1,598 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 14.8 7.7 56.1 45.8 83.3 68.3 16.7 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
99 96 86 81 103 244 237
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,487
COMMITMENTS
12,310 3,315 669 212 870 13,191 4,854 3,296 11,633
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -266)
-647 -317 253 -100 5 -494 -59 228 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 20.1 4.1 1.3 5.3 80.0 29.4 20.0 70.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 7 7 2 3 19 14
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,753
COMMITMENTS
12,957 3,632 416 312 865 13,685 4,913 3,068 11,840
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -511)
-1,048 -634 103 0 2 -945 -529 434 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 21.7 2.5 1.9 5.2 81.7 29.3 18.3 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 9 2 3 20 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 152,399
COMMITMENTS
31,016 13,583 18,573 73,484 107,299 123,073 139,455 29,326 12,944
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -7,723)
-2,027 -326 -3,214 -2,587 -2,885 -7,828 -6,425 105 -1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 8.9 12.2 48.2 70.4 80.8 91.5 19.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
42 28 33 44 42 110 89
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 160,122
COMMITMENTS
33,043 13,909 21,787 76,071 110,184 130,901 145,880 29,221 14,242
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -3,003)
-1,633 25 299 -2,873 -3,751 -4,207 -3,427 1,204 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 8.7 13.6 47.5 68.8 81.8 91.1 18.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
42 26 32 42 43 105 90
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 735,433
COMMITMENTS
96,681 142,720 21,182 481,571 389,007 599,434 552,909 135,999 182,524
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -14,066)
-18,486 -14,787 -8,963 -9,288 -5,693 -36,737 -29,443 22,671 15,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 19.4 2.9 65.5 52.9 81.5 75.2 18.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
38 29 21 57 77 108 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 749,499
COMMITMENTS
115,167 157,507 30,145 490,859 394,700 636,171 582,352 113,328 167,147
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 8,011)
-584 5,501 -856 12,611 2,791 11,171 7,436 -3,160 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 21.0 4.0 65.5 52.7 84.9 77.7 15.1 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
36 32 28 58 73 107 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,264
COMMITMENTS
24,714 17,246 12,953 60,350 76,055 98,017 106,254 29,247 21,010
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -9,169)
-6,412 -1,978 -2,420 -674 -5,562 -9,506 -9,960 337 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 13.6 10.2 47.4 59.8 77.0 83.5 23.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
38 25 36 51 49 115 98
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,433
COMMITMENTS
31,126 19,224 15,373 61,024 81,617 107,523 116,214 28,910 20,219
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,253)
-4,059 -919 -1,232 207 -3,019 -5,084 -5,170 -169 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 14.1 11.3 44.7 59.8 78.8 85.2 21.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
42 29 33 50 49 119 99
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,836
COMMITMENTS
3,355 1,876 968 702 2,669 5,025 5,513 1,811 1,323
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 840)
90 -5 810 -90 -136 810 669 30 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 27.4 14.2 10.3 39.0 73.5 80.6 26.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 13 9 7 10 28 28
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,996
COMMITMENTS
3,265 1,881 158 792 2,805 4,215 4,844 1,781 1,152
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 180)
245 8 11 -80 171 176 190 4 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 31.4 2.6 13.2 46.8 70.3 80.8 29.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 12 8 7 11 26 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 313,417
COMMITMENTS
102,991 64,478 6 151,902 141,978 254,899 206,462 58,518 106,955
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -18,159)
-11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597 5,906 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 20.6 0.0 48.5 45.3 81.3 65.9 18.7 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
19 25 1 38 42 58 67
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 331,576
COMMITMENTS
114,442 79,228 145 164,377 145,686 278,964 225,059 52,612 106,517
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,052)
-861 3,689 -724 7,874 -1,678 6,289 1,287 -5,237 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 23.9 0.0 49.6 43.9 84.1 67.9 15.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
18 28 2 41 43 60 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,986,875
COMMITMENTS
340,979 542,574 74,894 1383775 881,234 1799648 1498702 187,227 488,173
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -100,725)
-95,592 -108,227 1,911 -26,522 -3,859 -120,203 -110,175 19,478 9,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 27.3 3.8 69.6 44.4 90.6 75.4 9.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
37 74 38 78 117 135 209
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,600
COMMITMENTS
436,571 650,801 72,983 1410297 885,093 1919851 1608877 167,749 478,723
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -31,582)
8,202 3,047 12,082 -29,925 21,082 -9,641 36,211 -21,941 -67,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 31.2 3.5 67.6 42.4 92.0 77.1 8.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
41 77 40 80 118 140 216
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,386,332
COMMITMENTS
178,243 354,769 32,966 1030269 680,195 1241478 1067930 144,854 318,402
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 19,732)
-41,655 17,032 -4,767 59,225 42,701 12,803 54,966 6,929 -35,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 25.6 2.4 74.3 49.1 89.6 77.0 10.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 51 19 63 77 107 137
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,366,600
COMMITMENTS
219,898 337,737 37,733 971,044 637,494 1228675 1012964 137,925 353,636
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 43,645)
6,902 9,968 7,825 38,675 33,006 53,402 50,799 -9,757 -7,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.7 2.8 71.1 46.6 89.9 74.1 10.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
35 49 23 59 76 107 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 443,838
COMMITMENTS
178,355 26,457 57,020 173,868 328,514 409,243 411,991 34,595 31,847
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -60,299)
-23,082 -13,446 4,891 -36,385 -47,999 -54,576 -56,554 -5,723 -3,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 6.0 12.8 39.2 74.0 92.2 92.8 7.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
36 10 27 44 50 85 83
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 504,137
COMMITMENTS
201,437 39,903 52,129 210,253 376,513 463,819 468,545 40,318 35,592
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -20,441)
-29,102 -9,216 6,210 8,344 -13,175 -14,548 -16,181 -5,893 -4,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 7.9 10.3 41.7 74.7 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
37 13 30 50 49 96 85
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,218
COMMITMENTS
9,412 10,806 0 20,357 20,793 29,769 31,599 8,449 6,619
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -112)
-333 4,654 0 65 -5,558 -268 -904 156 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 28.3 0.0 53.3 54.4 77.9 82.7 22.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 11 0 18 10 35 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,330
COMMITMENTS
9,745 6,152 0 20,292 26,351 30,037 32,503 8,293 5,827
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -158)
-263 999 0 -947 60 -1,210 1,059 1,052 -1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 16.1 0.0 52.9 68.7 78.4 84.8 21.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 13 0 15 11 32 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,314
COMMITMENTS
12,875 17,027 374 15,297 12,406 28,546 29,807 11,768 10,507
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,617)
1,377 7,588 -68 5,845 -2,348 7,154 5,172 1,463 3,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 42.2 0.9 37.9 30.8 70.8 73.9 29.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 17 3 12 11 41 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 31,697
COMMITMENTS
11,498 9,439 442 9,452 14,754 21,392 24,635 10,305 7,062
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 819)
1,202 1,978 -102 1,214 -2,201 2,314 -325 -1,495 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 29.8 1.4 29.8 46.5 67.5 77.7 32.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
27 16 2 10 12 37 30
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,800
COMMITMENTS
4,219 6,077 1,046 28,426 25,160 33,691 32,283 109 1,517
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -568)
-24 -786 0 -495 468 -519 -318 -49 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 18.0 3.1 84.1 74.4 99.7 95.5 0.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 22 4 20 19 28 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,368
COMMITMENTS
4,243 6,863 1,046 28,921 24,692 34,210 32,601 158 1,767
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -247)
61 289 0 -308 -881 -247 -592 0 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 20.0 3.0 84.2 71.8 99.5 94.9 0.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 23 4 19 21 27 45
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,587
COMMITMENTS
0 1,992 0 12,586 10,182 12,586 12,174 1 413
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -396)
0 -212 0 -252 -484 -252 -696 -144 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.8 0.0 100.0 80.9 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 9 0 5 8 5 17
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,983
COMMITMENTS
0 2,204 0 12,838 10,666 12,838 12,870 145 113
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,202)
0 -477 0 -287 0 -287 -477 -915 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.0 0.0 98.9 82.2 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,567
COMMITMENTS
2,929 2,261 937 12,437 12,727 16,303 15,925 5,264 5,642
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,554)
258 -360 -255 -3,330 -2,689 -3,327 -3,304 -227 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 10.5 4.3 57.7 59.0 75.6 73.8 24.4 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 6 15 19 15 35 31
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,121
COMMITMENTS
2,671 2,621 1,192 15,767 15,416 19,630 19,229 5,491 5,892
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 257)
315 31 -99 -5 239 211 171 46 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 10.4 4.7 62.8 61.4 78.1 76.5 21.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 6 14 19 18 36 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 93,914
COMMITMENTS
16,844 7,534 15,161 44,292 40,318 76,297 63,013 17,617 30,901
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,086)
-1,041 510 2,804 271 169 2,034 3,483 2,052 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 8.0 16.1 47.2 42.9 81.2 67.1 18.8 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
43 34 46 24 33 97 97
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 89,828
COMMITMENTS
17,885 7,024 12,357 44,021 40,149 74,263 59,530 15,565 30,298
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,216)
-409 30 -662 -209 -784 -1,280 -1,416 64 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 7.8 13.8 49.0 44.7 82.7 66.3 17.3 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
54 26 49 22 33 100 98
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,331
COMMITMENTS
156 591 85 1,563 665 1,804 1,341 527 990
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -182)
61 -14 11 -155 54 -83 51 -99 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 25.4 3.6 67.1 28.5 77.4 57.5 22.6 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 11 4 10 3 18 14
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,513
COMMITMENTS
95 605 74 1,718 611 1,887 1,290 626 1,223
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -204)
-31 -256 -48 -26 128 -105 -176 -99 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 24.1 2.9 68.4 24.3 75.1 51.3 24.9 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 9 2 10 3 14 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 148,107
COMMITMENTS
45,312 13,720 12,381 71,315 81,244 129,008 107,345 19,099 40,762
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -5,803)
-755 -3,884 -1,461 -1,976 284 -4,192 -5,061 -1,611 -742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 9.3 8.4 48.2 54.9 87.1 72.5 12.9 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
52 35 34 71 111 145 166
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,910
COMMITMENTS
46,067 17,604 13,842 73,291 80,960 133,200 112,406 20,710 41,504
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,371)
-639 1,824 683 255 -525 299 1,982 1,072 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 11.4 9.0 47.6 52.6 86.5 73.0 13.5 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
62 32 41 71 115 159 172
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,244
COMMITMENTS
1,812 576 123 1,243 3,314 3,178 4,013 2,066 1,231
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 221)
-171 64 39 184 -32 52 71 169 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 11.0 2.3 23.7 63.2 60.6 76.5 39.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 9 8 14 17 39 28
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,023
COMMITMENTS
1,983 512 84 1,059 3,346 3,126 3,942 1,897 1,081
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1)
92 -7 -11 9 111 90 93 -89 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 10.2 1.7 21.1 66.6 62.2 78.5 37.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 7 5 16 16 40 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,145
COMMITMENTS
10,454 2,700 5,726 7,427 6,461 23,607 14,887 4,538 13,258
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,691)
721 346 -23 647 19 1,345 342 346 1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 9.6 20.3 26.4 23.0 83.9 52.9 16.1 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
47 17 18 34 45 90 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,454
COMMITMENTS
9,733 2,354 5,749 6,780 6,442 22,262 14,545 4,192 11,909
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -435)
-934 -431 479 -144 2 -599 50 164 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 8.9 21.7 25.6 24.4 84.2 55.0 15.8 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
47 15 16 25 43 79 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 80,302
COMMITMENTS
35,799 10,124 617 13,043 55,397 49,459 66,138 30,843 14,164
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -891)
344 1,359 -13 -1,183 -694 -852 652 -39 -1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 12.6 0.8 16.2 69.0 61.6 82.4 38.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 9 3 16 23 43 34
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 81,193
COMMITMENTS
35,455 8,765 630 14,226 56,091 50,311 65,486 30,882 15,707
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -8,651)
-7,688 -2,831 5 -459 -6,666 -8,142 -9,492 -509 841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 10.8 0.8 17.5 69.1 62.0 80.7 38.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 9 2 15 21 40 31
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 47,464
COMMITMENTS
1,677 20,456 1 36,790 12,476 38,468 32,933 8,996 14,531
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,208)
-491 4,246 0 6,005 793 5,514 5,039 -306 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 43.1 0.0 77.5 26.3 81.0 69.4 19.0 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 13 1 16 5 20 18
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 42,256
COMMITMENTS
2,168 16,210 1 30,785 11,683 32,954 27,894 9,302 14,362
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,978)
-3,074 -388 0 10,819 -113 7,745 -501 -3,767 4,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 38.4 0.0 72.9 27.6 78.0 66.0 22.0 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 8 1 13 4 18 12
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,463
COMMITMENTS
32,647 10,817 0 19,433 45,379 52,080 56,196 8,383 4,267
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -63)
-45 1,957 -300 -1,032 -2,090 -1,377 -433 1,314 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 17.9 0.0 32.1 75.1 86.1 92.9 13.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
41 16 0 13 20 54 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,526
COMMITMENTS
32,692 8,860 300 20,465 47,469 53,457 56,629 7,069 3,897
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,258)
-4,970 4,209 40 3,672 -8,984 -1,258 -4,735 -4,000 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 14.6 0.5 33.8 78.4 88.3 93.6 11.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
40 15 2 14 17 56 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,416
COMMITMENTS
21,540 6,056 57 28,210 51,168 49,807 57,281 18,609 11,135
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,036)
2,953 -657 56 652 3,337 3,661 2,736 -1,625 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 8.9 0.1 41.2 74.8 72.8 83.7 27.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 10 2 18 16 36 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,380
COMMITMENTS
18,587 6,713 1 27,558 47,831 46,146 54,545 20,234 11,835
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,389)
-12,745 2,036 -86 11,321 -9,127 -1,510 -7,177 -3,879 1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 10.1 0.0 41.5 72.1 69.5 82.2 30.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 9 1 15 12 35 21
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 127,406
COMMITMENTS
9,686 46,128 681 92,614 52,801 102,981 99,610 24,425 27,796
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 13,138)
-1,347 4,906 1 15,676 5,315 14,330 10,222 -1,192 2,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 36.2 0.5 72.7 41.4 80.8 78.2 19.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 30 3 28 21 47 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 114,268
COMMITMENTS
11,033 41,222 680 76,938 47,486 88,651 89,388 25,617 24,880
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 5,403)
-4,642 13,644 607 11,032 -12,121 6,997 2,130 -1,594 3,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 36.1 0.6 67.3 41.6 77.6 78.2 22.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 25 3 25 18 43 44
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 126,079
COMMITMENTS
26,469 19,571 192 53,567 60,949 80,228 80,712 45,851 45,367
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 9,191)
-3,781 7,074 -26 14,173 -2,954 10,366 4,094 -1,175 5,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 15.5 0.2 42.5 48.3 63.6 64.0 36.4 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 23 6 27 25 58 53
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 116,888
COMMITMENTS
30,250 12,497 218 39,394 63,903 69,862 76,618 47,026 40,270
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,817)
-6,717 2,729 35 12,319 518 5,637 3,282 -3,820 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 10.7 0.2 33.7 54.7 59.8 65.5 40.2 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 19 6 28 22 61 46
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,820
COMMITMENTS
6,057 705 0 2,167 8,453 8,224 9,158 1,596 662
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -206)
-40 0 0 -136 -242 -176 -242 -30 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.7 7.2 0.0 22.1 86.1 83.7 93.3 16.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,026
COMMITMENTS
6,097 705 0 2,303 8,695 8,400 9,400 1,626 626
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 7.0 0.0 23.0 86.7 83.8 93.8 16.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 83,260
COMMITMENTS
30,205 2,238 0 48,270 72,559 78,475 74,797 4,785 8,463
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,102)
273 716 0 3,994 2,596 4,267 3,312 -165 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 2.7 0.0 58.0 87.1 94.3 89.8 5.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 18 19 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 79,158
COMMITMENTS
29,932 1,522 0 44,276 69,963 74,208 71,485 4,950 7,673
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,412)
-467 -1,739 0 5,600 5,703 5,133 3,964 -721 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 1.9 0.0 55.9 88.4 93.7 90.3 6.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 17 18 20 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,257,196
COMMITMENTS
791,177 1353069 959,088 5657815 4423231 7408080 6735388 849,116 1521808
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 234,109)
-21,816 25,778 91,247 153,267 97,454 222,698 214,479 11,411 19,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 16.4 11.6 68.5 53.6 89.7 81.6 10.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
46 76 83 113 132 211 245
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,023,087
COMMITMENTS
812,993 1327291 867,841 5504548 4325777 7185382 6520909 837,705 1502178
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -50,639)
35,996 -188,059 101,615 -41,011 132,211 96,600 45,767 -147,239 -96,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 16.5 10.8 68.6 53.9 89.6 81.3 10.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
47 70 73 112 126 202 229
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 671,875
COMMITMENTS
57,290 78,963 7,462 475,989 484,074 540,741 570,499 131,134 101,376
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -556)
2,493 91 259 1,262 -742 4,014 -392 -4,570 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 11.8 1.1 70.8 72.0 80.5 84.9 19.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
30 40 12 90 60 131 101
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,431
COMMITMENTS
54,797 78,872 7,203 474,727 484,816 536,727 570,891 135,704 101,540
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 8)
-957 -5,569 1,339 -903 4,093 -521 -137 529 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 11.7 1.1 70.6 72.1 79.8 84.9 20.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
30 35 12 89 62 129 99
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 879,805
COMMITMENTS
134,445 187,695 22,079 393,870 568,926 550,394 778,700 329,411 101,105
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 15,686)
-11,349 22,017 5,506 14,936 -2,391 9,093 25,132 6,593 -9,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 21.3 2.5 44.8 64.7 62.6 88.5 37.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
33 52 18 44 50 88 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 864,119
COMMITMENTS
145,794 165,678 16,573 378,934 571,317 541,301 753,568 322,818 110,551
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 20,478)
-5,657 187 5,141 23,472 2,805 22,956 8,133 -2,478 12,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 19.2 1.9 43.9 66.1 62.6 87.2 37.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
36 50 14 44 51 86 109
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,761
COMMITMENTS
725 1,573 0 6,418 8,834 7,143 10,407 4,618 1,354
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11)
0 -442 0 -201 147 -201 -295 212 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 13.4 0.0 54.6 75.1 60.7 88.5 39.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 0 13 12 14 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,750
COMMITMENTS
725 2,015 0 6,619 8,687 7,344 10,702 4,406 1,048
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 45)
-739 -98 0 550 151 -189 53 234 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 17.1 0.0 56.3 73.9 62.5 91.1 37.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 0 14 12 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,114
COMMITMENTS
7,770 1,544 86 10,441 15,593 18,297 17,223 4,817 5,891
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,227)
-1,789 -7 61 234 -1,954 -1,494 -1,900 -733 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 6.7 0.4 45.2 67.5 79.2 74.5 20.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 1 13 18 23 21
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,341
COMMITMENTS
9,559 1,551 25 10,207 17,547 19,791 19,123 5,550 6,218
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,778)
1,870 -63 23 591 2,382 2,484 2,342 294 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 6.1 0.1 40.3 69.2 78.1 75.5 21.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 1 12 18 21 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,645
COMMITMENTS
4,539 15,658 5 36,304 27,224 40,848 42,887 12,797 10,758
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,130)
553 -1,758 0 252 -560 805 -2,318 -2,935 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 29.2 0.0 67.7 50.7 76.1 79.9 23.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 23 1 36 28 50 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,775
COMMITMENTS
3,986 17,416 5 36,052 27,784 40,043 45,205 15,732 10,570
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,087)
-1,155 -318 5 1,809 681 659 368 1,428 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 31.2 0.0 64.6 49.8 71.8 81.0 28.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 22 1 35 28 46 50
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 263,251
COMMITMENTS
57,252 109,491 3,790 171,743 118,743 232,785 232,024 30,466 31,227
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,420)
-17,409 -6,886 178 799 4,044 -16,432 -2,664 -988 -14,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 41.6 1.4 65.2 45.1 88.4 88.1 11.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
40 60 9 42 38 87 103
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 280,671
COMMITMENTS
74,661 116,377 3,612 170,944 114,699 249,217 234,688 31,454 45,983
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 12,098)
-2,916 -3,674 738 18,775 14,730 16,597 11,794 -4,499 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 41.5 1.3 60.9 40.9 88.8 83.6 11.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
36 68 9 37 36 79 107
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,489
COMMITMENTS
26,134 5,048 43 33,001 63,420 59,178 68,511 19,311 9,978
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,835)
-4,685 853 43 4,307 -5,755 -335 -4,859 -2,500 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 6.4 0.1 42.0 80.8 75.4 87.3 24.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 6 2 18 14 33 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 81,324
COMMITMENTS
30,819 4,195 0 28,694 69,175 59,513 73,370 21,811 7,954
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -24,522)
-28,154 213 -17 9,714 -25,191 -18,457 -24,995 -6,065 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 5.2 0.0 35.3 85.1 73.2 90.2 26.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 4 0 19 14 33 18
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,186
COMMITMENTS
1,192 10,515 0 25,647 14,488 26,839 25,003 4,347 6,183
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 928)
2 269 0 1,311 400 1,313 669 -385 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 33.7 0.0 82.2 46.5 86.1 80.2 13.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 25 25 28 37
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,258
COMMITMENTS
1,190 10,246 0 24,336 14,088 25,526 24,334 4,732 5,924
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,434)
0 25 0 1,588 1,949 1,588 1,974 -154 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 33.9 0.0 80.4 46.6 84.4 80.4 15.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 26 23 29 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 170,342
COMMITMENTS
36,457 31,747 919 119,407 125,308 156,783 157,974 13,559 12,368
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,208)
3,204 374 -210 8,870 8,408 11,864 8,572 -3,656 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 18.6 0.5 70.1 73.6 92.0 92.7 8.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
17 38 5 31 40 50 81
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 162,134
COMMITMENTS
33,253 31,373 1,129 110,537 116,900 144,919 149,402 17,215 12,732
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 7,482)
-4,211 255 66 12,668 6,915 8,523 7,236 -1,041 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 19.4 0.7 68.2 72.1 89.4 92.1 10.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
21 37 5 28 40 51 80
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,713
COMMITMENTS
11,678 10,369 179 12,235 16,468 24,092 27,016 11,621 8,697
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,137)
-662 -1,162 28 105 246 -529 -888 -608 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 29.0 0.5 34.3 46.1 67.5 75.6 32.5 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 14 3 17 21 42 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,850
COMMITMENTS
12,340 11,531 151 12,130 16,222 24,621 27,904 12,229 8,946
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,060)
-412 321 79 2,884 1,682 2,551 2,082 1,509 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 31.3 0.4 32.9 44.0 66.8 75.7 33.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 15 2 15 20 39 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,064
COMMITMENTS
10,400 350 0 12,144 1,754 22,544 2,104 4,520 24,960
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 1.3 0.0 44.9 6.5 83.3 7.8 16.7 92.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 1 0 8 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 68,707
COMMITMENTS
3,662 5,338 502 50,510 23,767 54,674 29,607 14,033 39,100
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,521)
416 -2,390 252 1,387 -1,803 2,055 -3,941 -534 5,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 7.8 0.7 73.5 34.6 79.6 43.1 20.4 56.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 14 3 18 26 23 42
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,186
COMMITMENTS
3,246 7,728 250 49,123 25,570 52,619 33,548 14,567 33,638
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -534)
0 100 250 798 -240 1,048 110 -1,582 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.5 0.4 73.1 38.1 78.3 49.9 21.7 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 14 1 19 28 23 43
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 98,663
COMMITMENTS
39,261 4,663 7,053 22,778 78,411 69,092 90,127 29,571 8,536
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,095)
1,616 -11 -1,520 3,218 3,439 3,314 1,908 -1,219 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 4.7 7.1 23.1 79.5 70.0 91.3 30.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
88 17 31 23 31 123 72
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 96,568
COMMITMENTS
37,645 4,674 8,573 19,560 74,972 65,778 88,219 30,790 8,349
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,760)
-8,153 -1,572 -60 1,795 -4,915 -6,418 -6,547 -342 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 4.8 8.9 20.3 77.6 68.1 91.4 31.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
84 19 35 25 32 125 77
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 119,690
COMMITMENTS
43,081 15,554 24,529 35,825 66,798 103,435 106,881 16,255 12,809
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,341)
2,390 468 759 1,282 3,736 4,431 4,963 910 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 13.0 20.5 29.9 55.8 86.4 89.3 13.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
65 62 41 42 41 141 123
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 114,349
COMMITMENTS
40,691 15,086 23,770 34,543 63,062 99,004 101,918 15,345 12,431
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,168)
-6,410 -1,784 928 346 -5,517 -5,136 -6,373 -1,032 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 13.2 20.8 30.2 55.1 86.6 89.1 13.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
58 62 41 40 42 132 119
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 272,946
COMMITMENTS
143,487 37,223 17,593 66,117 201,057 227,197 255,873 45,749 17,073
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -8,655)
3,996 -747 -2,129 -4,244 -3,159 -2,377 -6,035 -6,278 -2,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 13.6 6.4 24.2 73.7 83.2 93.7 16.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
107 44 30 37 39 159 101
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 281,601
COMMITMENTS
139,491 37,970 19,722 70,361 204,216 229,574 261,908 52,027 19,693
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -17,930)
-8,598 -18,358 -2,198 -4,481 3,396 -15,277 -17,160 -2,653 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 13.5 7.0 25.0 72.5 81.5 93.0 18.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
109 38 38 33 38 166 101
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,631
COMMITMENTS
7,753 950 585 275 8,994 8,613 10,529 2,018 102
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 334)
365 45 -32 -24 1,177 309 1,190 25 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.9 8.9 5.5 2.6 84.6 81.0 99.0 19.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 4 8 3 5 33 16
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,297
COMMITMENTS
7,388 905 617 299 7,817 8,304 9,339 1,993 958
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -302)
695 138 -375 -165 -221 155 -458 -457 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 8.8 6.0 2.9 75.9 80.6 90.7 19.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 5 9 4 5 35 16
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 69,665
COMMITMENTS
11,940 10,550 3,451 40,595 33,863 55,986 47,864 13,679 21,801
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,056)
-5,965 1,723 1,857 1,163 -6,946 -2,945 -3,366 889 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 15.1 5.0 58.3 48.6 80.4 68.7 19.6 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
19 25 15 39 45 70 74
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 71,721
COMMITMENTS
17,905 8,827 1,594 39,432 40,809 58,931 51,230 12,790 20,491
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,123)
-1,390 614 -28 189 -1,040 -1,229 -454 -894 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 12.3 2.2 55.0 56.9 82.2 71.4 17.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
26 21 10 36 48 71 70
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,569
COMMITMENTS
1,369 3,422 1,015 19,580 15,268 21,964 19,705 7,605 9,864
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,376)
-626 1,876 -38 -787 -3,084 -1,451 -1,246 -1,925 -2,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 11.6 3.4 66.2 51.6 74.3 66.6 25.7 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 8 6 22 15 31 26
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,945
COMMITMENTS
1,995 1,546 1,053 20,367 18,352 23,415 20,951 9,530 11,994
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,478)
-102 -489 -510 -1,204 -769 -1,816 -1,768 -662 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 4.7 3.2 61.8 55.7 71.1 63.6 28.9 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 6 6 21 16 32 25
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 118,626
COMMITMENTS
43,375 18,214 7,104 49,623 85,021 100,102 110,339 18,524 8,287
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,619)
-1,665 -1,555 561 50 -266 -1,054 -1,260 -565 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 15.4 6.0 41.8 71.7 84.4 93.0 15.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
81 43 47 57 59 175 125
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 120,245
COMMITMENTS
45,040 19,769 6,543 49,573 85,287 101,156 111,599 19,089 8,646
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,476)
-544 -1,386 905 -78 1,855 283 1,374 2,193 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 16.4 5.4 41.2 70.9 84.1 92.8 15.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
86 41 41 54 60 169 123
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,036
COMMITMENTS
16,463 3,200 2,447 9,411 26,723 28,321 32,370 5,715 1,666
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,965)
1,514 352 313 -119 1,363 1,708 2,028 257 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 9.4 7.2 27.7 78.5 83.2 95.1 16.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
66 19 25 21 17 104 51
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,071
COMMITMENTS
14,949 2,848 2,134 9,530 25,360 26,613 30,342 5,458 1,729
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 120)
-881 80 69 466 129 -346 278 466 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 8.9 6.7 29.7 79.1 83.0 94.6 17.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
66 18 24 24 15 105 48
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,666
COMMITMENTS
32,911 4,038 9,127 81,433 115,681 123,471 128,846 12,195 6,820
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,438)
-3,389 -453 337 1,503 -2,780 -1,549 -2,896 -889 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 3.0 6.7 60.0 85.3 91.0 95.0 9.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
60 17 39 50 41 138 87
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,104
COMMITMENTS
36,300 4,491 8,790 79,930 118,461 125,020 131,742 13,084 6,362
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -14,668)
-13,929 -1,425 -2,595 2,575 -10,099 -13,949 -14,119 -719 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 3.3 6.4 57.9 85.8 90.5 95.4 9.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
62 21 40 43 43 133 95
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 363,911
COMMITMENTS
70,850 63,066 27,919 195,661 215,950 294,430 306,935 69,481 56,976
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11,827)
-5,243 18,771 3,177 9,952 -14,454 7,886 7,494 3,941 4,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 17.3 7.7 53.8 59.3 80.9 84.3 19.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
51 39 40 57 48 124 112
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 352,084
COMMITMENTS
76,093 44,295 24,742 185,709 230,404 286,544 299,441 65,540 52,643
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,371)
-14,024 15,561 -1,413 12,232 -26,831 -3,205 -12,683 -3,166 6,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 12.6 7.0 52.7 65.4 81.4 85.0 18.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
49 34 33 56 46 120 99
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,331
COMMITMENTS
46,792 11,173 13,295 44,636 84,547 104,723 109,015 11,608 7,316
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 481)
-199 246 1,638 -767 -1,391 672 493 -191 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 9.6 11.4 38.4 72.7 90.0 93.7 10.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
143 49 79 90 104 280 209
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,850
COMMITMENTS
46,991 10,927 11,657 45,403 85,938 104,051 108,522 11,799 7,328
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -7,160)
-7,149 -3,725 -297 95 -3,691 -7,351 -7,713 191 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 9.4 10.1 39.2 74.2 89.8 93.7 10.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
145 55 85 90 105 288 214
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,753
COMMITMENTS
5,927 5,370 2,115 5,848 7,584 13,890 15,069 3,863 2,684
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -326)
720 -2,647 -15 -1,725 2,645 -1,020 -17 694 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 30.2 11.9 32.9 42.7 78.2 84.9 21.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 17 3 6 4 24 22
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,079
COMMITMENTS
5,207 8,017 2,130 7,573 4,939 14,910 15,086 3,169 2,993
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,981)
46 -4,131 -17 -2,242 2,339 -2,213 -1,809 232 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 44.3 11.8 41.9 27.3 82.5 83.4 17.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 21 4 6 4 20 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,610
COMMITMENTS
40,472 35,433 15,580 96,100 106,294 152,152 157,307 32,458 27,303
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,034)
3,739 2,578 -2,776 -2,024 135 -1,061 -63 2,095 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 19.2 8.4 52.1 57.6 82.4 85.2 17.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
37 28 23 56 55 110 89
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,576
COMMITMENTS
36,733 32,855 18,356 98,124 106,159 153,213 157,370 30,363 26,206
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,000)
-616 4,323 -1,792 -623 -4,922 -3,031 -2,391 1,031 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 17.9 10.0 53.5 57.8 83.5 85.7 16.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
32 35 30 58 59 114 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 473,862
COMMITMENTS
58,548 52,547 154,638 189,422 238,332 402,608 445,517 71,254 28,345
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 13,651)
6,123 3,903 6,973 2,138 6,555 15,234 17,431 -1,583 -3,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 11.1 32.6 40.0 50.3 85.0 94.0 15.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
49 43 69 81 69 174 147
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 460,211
COMMITMENTS
52,425 48,644 147,665 187,284 231,777 387,374 428,086 72,837 32,125
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -17,397)
2,670 -1,076 -7,403 -9,153 -7,873 -13,886 -16,352 -3,511 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 10.6 32.1 40.7 50.4 84.2 93.0 15.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
58 45 66 78 68 177 143
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,113
COMMITMENTS
10,446 4,048 0 74,971 86,115 85,417 90,163 8,696 3,950
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,831)
-988 180 -180 3,084 2,166 1,916 2,166 -85 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 4.3 0.0 79.7 91.5 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 18 25 19 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,282
COMMITMENTS
11,434 3,868 180 71,887 83,949 83,501 87,997 8,781 4,285
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,974)
1,208 -840 180 1,615 2,689 3,003 2,029 -29 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 4.2 0.2 77.9 91.0 90.5 95.4 9.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 19 24 21 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,009
COMMITMENTS
0 5,340 3,926 47,924 37,612 51,850 46,878 2,159 7,131
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,967)
0 -1,178 1,208 666 3,252 1,874 3,282 93 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 7.3 88.7 69.6 96.0 86.8 4.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 12 13 13 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,101
COMMITMENTS
5,743 844 3,175 33,221 36,853 42,139 40,872 4,962 6,229
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,138)
560 -224 94 -4,948 -4,862 -4,294 -4,992 1,156 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 1.8 6.7 70.5 78.2 89.5 86.8 10.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 15 20 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,239
COMMITMENTS
5,183 1,068 3,081 38,169 41,715 46,433 45,864 3,806 4,375
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,443)
-266 144 -262 4,373 3,253 3,845 3,135 -402 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 2.1 6.1 76.0 83.0 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 18 23 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,131
COMMITMENTS
0 3,527 4,270 45,465 42,854 49,735 50,651 10,396 9,480
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,293)
-148 1,986 -725 -7,193 -7,654 -8,066 -6,393 1,773 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 7.1 75.6 71.3 82.7 84.2 17.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 18 15 20 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,424
COMMITMENTS
148 1,541 4,995 52,658 50,508 57,801 57,044 8,623 9,380
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,355)
-1,908 -676 1,910 193 -905 195 329 1,160 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.3 7.5 79.3 76.0 87.0 85.9 13.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 20 17 22 19
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,880
COMMITMENTS
2,100 2,190 0 27,360 26,474 29,460 28,664 420 1,216
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 7.3 0.0 91.6 88.6 98.6 95.9 1.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 12 9 14 11
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,343
COMMITMENTS
2,100 2,370 0 23,909 23,223 26,009 25,593 1,334 1,750
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 8.7 0.0 87.4 84.9 95.1 93.6 4.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 11 13 13 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 935,649
COMMITMENTS
272,952 67,790 137,342 501,818 717,672 912,112 922,804 23,537 12,845
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -46,292)
3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961 -2,296 -4,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 7.2 14.7 53.6 76.7 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
19 9 25 75 74 103 101
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,941
COMMITMENTS
269,052 67,265 154,808 532,248 742,692 956,108 964,765 25,833 17,176
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 18,844)
7,252 1,289 -2,461 4,466 12,641 9,257 11,469 9,587 7,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 6.9 15.8 54.2 75.6 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
24 6 28 85 80 116 110
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,847
COMMITMENTS
34,162 42,884 32,714 70,591 63,258 137,467 138,856 5,380 3,991
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,476)
4,707 1,065 -2,641 3,556 6,611 5,622 5,035 -146 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 30.0 22.9 49.4 44.3 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 7 12 22 22 39 35
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 137,371
COMMITMENTS
29,455 41,819 35,355 67,035 56,647 131,845 133,821 5,526 3,550
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,916)
-3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223 -1,188 1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 30.4 25.7 48.8 41.2 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 10 11 21 21 37 36
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,865
COMMITMENTS
8,442 2,860 10,150 26,769 32,395 45,361 45,405 504 460
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 282)
1,260 -480 390 -1,556 62 94 -28 188 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 6.2 22.1 58.4 70.6 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 7 28 27 35 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,583
COMMITMENTS
7,182 3,340 9,760 28,325 32,333 45,267 45,433 316 150
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 354)
760 -480 -220 -216 1,184 324 484 30 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 7.3 21.4 62.1 70.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 7 27 25 35 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,995
COMMITMENTS
3,623 326 1,129 13,005 16,302 17,757 17,757 238 238
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,057)
423 -184 -327 -1,153 -546 -1,057 -1,057 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.8 6.3 72.3 90.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 4 16 17 20 21
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,052
COMMITMENTS
3,200 510 1,456 14,158 16,848 18,814 18,814 238 238
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 256)
44 -128 86 126 298 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 2.7 7.6 74.3 88.4 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 17 17 22 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,994
COMMITMENTS
348 5,792 856 7,790 2,346 8,994 8,994 0 0
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 64.4 9.5 86.6 26.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 13 7 16 10
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 859,819
COMMITMENTS
173,593 84,881 125,312 488,807 566,573 787,712 776,766 72,107 83,053
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 20,486)
9,579 -5,341 7,261 -4,491 19,678 12,349 21,598 8,137 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 9.9 14.6 56.8 65.9 91.6 90.3 8.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
79 76 93 76 79 212 205
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 839,333
COMMITMENTS
164,014 90,222 118,051 493,298 546,895 775,363 755,168 63,970 84,165
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,514)
-2,955 -7,238 662 -8,159 -4,168 -10,452 -10,744 3,938 4,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 10.7 14.1 58.8 65.2 92.4 90.0 7.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
70 84 86 75 78 202 201
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,923
COMMITMENTS
8,824 1,817 75 1,105 10,396 10,004 12,288 2,919 635
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 460)
348 64 0 42 353 390 417 70 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.3 14.1 0.6 8.6 80.4 77.4 95.1 22.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
66 10 2 10 22 78 33
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,463
COMMITMENTS
8,476 1,753 75 1,063 10,043 9,614 11,871 2,849 592
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -433)
-368 351 -9 145 -834 -232 -492 -201 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 14.1 0.6 8.5 80.6 77.1 95.2 22.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
69 9 2 10 22 81 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,641
COMMITMENTS
4,478 550 86 996 6,232 5,560 6,868 2,081 773
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -307)
-80 43 26 -213 -424 -267 -355 -40 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 7.2 1.1 13.0 81.6 72.8 89.9 27.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
22 3 2 7 16 30 20
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,948
COMMITMENTS
4,558 507 60 1,209 6,656 5,827 7,223 2,121 725
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -763)
-334 4 -26 -174 -518 -534 -540 -229 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 6.4 0.8 15.2 83.7 73.3 90.9 26.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 4 2 8 16 32 20
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,811
COMMITMENTS
49,907 5,964 14,493 91,458 144,155 155,858 164,612 22,953 14,199
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,984)
2,158 -1,280 5 -4,433 666 -2,270 -609 4,254 2,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 3.3 8.1 51.1 80.6 87.2 92.1 12.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
60 22 38 65 84 139 132
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 176,827
COMMITMENTS
47,749 7,244 14,488 95,891 143,489 158,128 165,221 18,699 11,606
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,741)
-1,077 1,283 -148 -375 -4,932 -1,600 -3,797 -1,141 1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 4.1 8.2 54.2 81.1 89.4 93.4 10.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
57 24 39 75 80 150 128
Updated April 15, 2005